exonio 0.4.1 → 0.5.0
Sign up to get free protection for your applications and to get access to all the features.
- checksums.yaml +4 -4
- data/CHANGELOG.md +8 -0
- data/Gemfile.lock +1 -1
- data/README.md +21 -2
- data/lib/exonio.rb +8 -2
- data/lib/exonio/financial.rb +39 -0
- data/lib/exonio/helpers.rb +28 -0
- data/lib/exonio/version.rb +1 -1
- metadata +3 -2
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
|
|
1
1
|
---
|
2
2
|
SHA1:
|
3
|
-
metadata.gz:
|
4
|
-
data.tar.gz:
|
3
|
+
metadata.gz: ca4e5b35139265ba594d5146efee24fd9511a8b4
|
4
|
+
data.tar.gz: 31addf7c1d0e5d28a49b27d8537a713e2c12651d
|
5
5
|
SHA512:
|
6
|
-
metadata.gz:
|
7
|
-
data.tar.gz:
|
6
|
+
metadata.gz: c082906456fc5cc853a11f6fc70f45886920053d662322a4b686122b849152875b19d011cbd4078229d17de419a7f939282b92270c9ed6834eefe7bf72b64b62
|
7
|
+
data.tar.gz: d98d28a9b7705a7dfe6343d9fb3bc26f6a689aed5e39272e24879349b75278ddaf25b616f0e75a7f426d612cdbe969d4f7f5edd6fded4b09b4740727b2524ea3
|
data/CHANGELOG.md
CHANGED
data/Gemfile.lock
CHANGED
data/README.md
CHANGED
@@ -43,6 +43,19 @@ By convention, the negative sign represents cash flow out (i.e. money not
|
|
43
43
|
available today). Thus, saving $100 a month at 5% annual interest leads
|
44
44
|
to $15,692.93 available to spend in 10 years.
|
45
45
|
|
46
|
+
### IRR
|
47
|
+
|
48
|
+
Suppose one invests 100 units and then makes the following withdrawals at regular (fixed)
|
49
|
+
intervals: 39, 59, 55, 20. Assuming the ending value is 0, one's 100 unit investment
|
50
|
+
yields 173 units; however, due to the combination of compounding and the periodic
|
51
|
+
withdrawals, the "average" rate of return is neither simply 0.73/4 nor (1.73)^0.25-1.
|
52
|
+
|
53
|
+
```ruby
|
54
|
+
Exonio.irr([-100, 39, 59, 55, 20]) # ==> 0.28095
|
55
|
+
```
|
56
|
+
|
57
|
+
So, the internal rate of return is 28.09%
|
58
|
+
|
46
59
|
### IPMT
|
47
60
|
|
48
61
|
What is the interest part of a payment in the 8th period (i.e., 8th month),
|
@@ -65,6 +78,14 @@ Exonio.nper(0.07 / 12, -150, 8000) # ==> 64.07334877066185
|
|
65
78
|
|
66
79
|
So, over 64 months would be required to pay off the loan.
|
67
80
|
|
81
|
+
### NPV
|
82
|
+
|
83
|
+
Calculates the Net Present Value of an investment
|
84
|
+
|
85
|
+
```ruby
|
86
|
+
Exonio.npv(0.281, [-100, 39, 59, 55, 29]) # ==> -0.00661872883563408
|
87
|
+
```
|
88
|
+
|
68
89
|
### PMT
|
69
90
|
|
70
91
|
What is the monthly payment needed to pay off a $200,000 loan in 15
|
@@ -113,9 +134,7 @@ There's a lot of formulas to be implemented, including:
|
|
113
134
|
* AMORLINC
|
114
135
|
* DB
|
115
136
|
* DDB
|
116
|
-
* IRR
|
117
137
|
* MIRR
|
118
|
-
* NPV
|
119
138
|
* PPMT
|
120
139
|
* SLN
|
121
140
|
* SYD
|
data/lib/exonio.rb
CHANGED
data/lib/exonio/financial.rb
CHANGED
@@ -144,6 +144,45 @@ module Exonio
|
|
144
144
|
next_guess
|
145
145
|
end
|
146
146
|
|
147
|
+
# Calculates the net present value of an investment based on a
|
148
|
+
# series of periodic cash flows and a discount rate.
|
149
|
+
#
|
150
|
+
# @param discount [Float] The discount rate of the investment over one period
|
151
|
+
# @param cashflows [Array] The first future cash flow + additional future cash flows
|
152
|
+
#
|
153
|
+
# @return [Float]
|
154
|
+
#
|
155
|
+
# @example
|
156
|
+
# Exonio.npv(0.281, [-100, 39, 59, 55, 20]) # ==> -0.00661872883563408
|
157
|
+
#
|
158
|
+
def npv(discount, cashflows)
|
159
|
+
total = 0
|
160
|
+
|
161
|
+
cashflows.each_with_index do |cashflow, index|
|
162
|
+
total += cashflow / (1 + discount) ** (index + 1)
|
163
|
+
end
|
164
|
+
|
165
|
+
total
|
166
|
+
end
|
167
|
+
|
168
|
+
# Calculates the internal rate of return on an investment based on a
|
169
|
+
# series of periodic cash flows.
|
170
|
+
#
|
171
|
+
# @param cashflows [Array] An array containing the income or payments
|
172
|
+
# associated with the investment
|
173
|
+
#
|
174
|
+
# @return [Float]
|
175
|
+
#
|
176
|
+
# @example
|
177
|
+
# Exonio.irr([-100, 39, 59, 55, 20]) # ==> 0.28094842116...
|
178
|
+
#
|
179
|
+
def irr(values)
|
180
|
+
func = Helpers::IrrHelper.new(values)
|
181
|
+
guess = [ func.zero ]
|
182
|
+
nlsolve( func, guess)
|
183
|
+
guess[0]
|
184
|
+
end
|
185
|
+
|
147
186
|
private
|
148
187
|
|
149
188
|
# This method was borrowed from the NumPy rate formula
|
@@ -0,0 +1,28 @@
|
|
1
|
+
module Exonio
|
2
|
+
module Helpers
|
3
|
+
class IrrHelper
|
4
|
+
values = {
|
5
|
+
eps: '1.0e-16',
|
6
|
+
one: '1.0',
|
7
|
+
two: '2.0',
|
8
|
+
ten: '10.0',
|
9
|
+
zero: '0.0'
|
10
|
+
}
|
11
|
+
|
12
|
+
values.each do |key, value|
|
13
|
+
define_method key do
|
14
|
+
BigDecimal.new(value)
|
15
|
+
end
|
16
|
+
end
|
17
|
+
|
18
|
+
def initialize(transactions)
|
19
|
+
@transactions = transactions
|
20
|
+
end
|
21
|
+
|
22
|
+
def values(x)
|
23
|
+
value = Exonio.npv(x[0].to_f, @transactions)
|
24
|
+
[ value ]
|
25
|
+
end
|
26
|
+
end
|
27
|
+
end
|
28
|
+
end
|
data/lib/exonio/version.rb
CHANGED
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: exonio
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.
|
4
|
+
version: 0.5.0
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Rafael Izidoro
|
8
8
|
autorequire:
|
9
9
|
bindir: exe
|
10
10
|
cert_chain: []
|
11
|
-
date: 2016-
|
11
|
+
date: 2016-04-12 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: bundler
|
@@ -88,6 +88,7 @@ files:
|
|
88
88
|
- exonio.gemspec
|
89
89
|
- lib/exonio.rb
|
90
90
|
- lib/exonio/financial.rb
|
91
|
+
- lib/exonio/helpers.rb
|
91
92
|
- lib/exonio/version.rb
|
92
93
|
homepage: http://github.com/noverde/exonio
|
93
94
|
licenses: []
|